332 citations · 335 across the 5 of their papers we have counts for
7 papers
Scalarization via utility functions in multi-objective optimization
Lorenzo Lampariello, Simone Sagratella, Valerio Giuseppe Sasso +1
We study a general scalarization approach via utility functions in multi-objective optimization. It consists of maximizing utility which is obtained from the objectives' bargaining…
On the solution of monotone nested variational inequalities
Lorenzo Lampariello, Gianluca Priori, Simone Sagratella
We study nested variational inequalities, which are variational inequalities whose feasible set is the solution set of another variational inequality. We present a projected averag…
Diminishing Stepsize Methods for Nonconvex Composite Problems via Ghost Penalties: from the General to the Convex Regular Constrained Case
Francisco Facchinei, Vyacheskav Kungurtsevb, Lorenzo Lampariello +1
In this paper we first extend the diminishing stepsize method for nonconvex constrained problems presented in [4] to deal with equality constraints and a nonsmooth objective functi…
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity
Francisco Facchinei, Vyacheslav Kungurtsev, Lorenzo Lampariello +1
We consider nonconvex constrained optimization problems and propose a new approach to the convergence analysis based on penalty functions. We make use of classical penalty function…
A dominance maximization approach to portfolio selection
Francesco Cesarone, Lorenzo Lampariello, Simone Sagratella
In the portfolio multiobjective optimization framework, we propose to compare and choose, among all feasible asset portfolios of a given market, the one that maximizes the product…
Parallel and Distributed Methods for Nonconvex Optimization--Part II: Applications
Gesualdo Scutari, Francisco Facchinei, Lorenzo Lampariello +2
In Part I of this paper, we proposed and analyzed a novel algorithmic framework for the minimization of a nonconvex (smooth) objective function, subject to nonconvex constraints, b…